-54.5%
MP vs IRE
-98.0%
+43.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -33.9% | +27.9% | -1.0% |
| 7D | -19.0% | -57.1% | +38.2% | -10.0% |
| 30D | -30.5% | -84.4% | +54.0% | -12.0% |
| 3M | -29.6% | -85.0% | +55.4% | -12.6% |
| 6M | -50.4% | -95.2% | +44.8% | -33.3% |
| YTD | -33.2% | -93.9% | +60.7% | -16.9% |
| 1Y | -38.6% | -98.8% | +60.3% | -25.7% |
| All | -54.5% | -98.0% | +43.5% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling